+133.6%
HOOD vs SHOP
-3.9%
+137.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.2% | -2.9% |
| 7D | +3.8% | +2.1% | +1.7% | +2.7% |
| 30D | -26.4% | -16.8% | -9.5% | -18.9% |
| 3M | -14.3% | -2.4% | -11.9% | -13.8% |
| 6M | +3.9% | +47.0% | -43.1% | -18.0% |
| YTD | -28.1% | -8.8% | -19.3% | -28.2% |
| 1Y | -38.8% | -6.3% | -32.6% | -39.7% |
| 3Y | +888.5% | +139.3% | +749.2% | +466.1% |
| 5Y | +131.0% | -12.1% | +143.1% | +119.2% |
| All | +133.6% | -3.9% | +137.6% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHOP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling